Extremal control of Wiener processes

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding


title = "Extremal control of Wiener processes",
abstract = "Extremal control of Wiener type processes is considered. These modelsconsists of a linear part followed by a static nonlinearity. We will considernonlinearities having one extremum point. The purpose is tokeep the output of the process as close as possible to the extremum point.The main problem in the control of this kind of processesis the non-uniqueness of the inverseof the nonlinearity. This causes problems, e.g., in the estimationof the states of the process and the identification in the adaptivecase. An one-step-ahead controller combined with a probabilisticestimator is proposed and analyzed.",
keywords = "Wiener models, Extremal control",
author = "Bj{\"o}rn Wittenmark and Robin Evans",
year = "2002",
doi = "10.1109/CDC.2002.1185109",
language = "English",
isbn = "0-7803-7516-5",
volume = "4",
publisher = "IEEE - Institute of Electrical and Electronics Engineers Inc.",
pages = "4637--4642",
booktitle = "Proceedings of the 41st IEEE Conference on Decision and Control",
note = "IEEE Conference on Decision and Control, ; Conference date: 02-01-0001",